-45.4%
TOST vs PFGC
+142.9%
-188.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.6% | +1.5% | -5.1% | -4.5% |
| 30D | +8.9% | +17.4% | -8.5% | -1.7% |
| 3M | -2.2% | -2.4% | +0.2% | -1.5% |
| 6M | +41.0% | +18.2% | +22.7% | +25.8% |
| YTD | -4.0% | +23.7% | -27.6% | -19.6% |
| 1Y | -9.6% | +15.0% | -24.6% | -20.5% |
| 3Y | +141.7% | +82.3% | +59.3% | +47.6% |
| 5Y | -29.5% | +131.9% | -161.4% | -68.7% |
| All | -45.4% | +142.9% | -188.3% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling